350 lines
11 KiB
Python
350 lines
11 KiB
Python
"""
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AUTHOR:
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Khushal P Soonderji
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DATE:
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Saturday, 21st Dec. 2024
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OBJECTIVE:
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To simulate stock market updates to test on SocketIO.
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REFERENCES:
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N/A
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DOWNLOADS:
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N/A
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"""
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# *****************************************************************************************************************
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# ***** ****
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# *** IMPORT ***
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# ***** ****
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# *****************************************************************************************************************
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# To make sibling directories accessible for imports:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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# System-level activities:
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import io
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import os
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# My utils:
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from utils_v2.string import json
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# For pseudo-random simulations:
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import random
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# To work with SocketIO
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import socketio
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from aiohttp import web
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# To make HTTP calls:
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import httpx
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# To work with date and time:
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import datetime
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import time
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# For asynchronous behaviour:
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import asyncio
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# *****************************************************************************************************************
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# ***** ****
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# *** MACROS / ONE-TIME INIT ***
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# ***** ****
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# *****************************************************************************************************************
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# For SocketIO:
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# Create a Socket.IO server instance
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sio = socketio.AsyncServer(cors_allowed_origins = "*")
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app = web.Application()
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sio.attach(app)
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# A list of stocks to simulate:
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SYMBOL_TO_PRICE_MAP = {
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"HDFCBANK": {
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"prevClose": 1_763.95,
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"ltp": 1_771.50,
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"totVol": 55_96_931,
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"buyVol": 16_79_079,
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"sellVol": 39_17_852,
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},
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"RELIANCE": {
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"prevClose": 1_213.35,
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"ltp": 1_205.30,
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"totVol": 7_34_568,
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"buyVol": 1_04_873,
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"sellVol": 6_29_695,
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},
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"INFY": {
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"prevClose": 1_925.70,
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"ltp": 1_922.15,
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"totVol": 5_54_108,
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"buyVol": 2_61_593,
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"sellVol": 2_92_515,
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},
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"TCS": {
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"prevClose": 4_203.50,
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"ltp": 4_170.30,
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"totVol": 7_24_932,
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"buyVol": 1_34_666,
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"sellVol": 5_90_266,
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},
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"HINDUNILVR": {
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"prevClose": 2_312.95,
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"ltp": 2_333.90,
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"totVol": 5_04_533,
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"buyVol": 9_252,
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"sellVol": 4_95_281,
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},
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"ITC": {
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"prevClose": 463.20,
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"ltp": 464.65,
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"totVol": 7_07_905,
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"buyVol": 3_27_422,
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"sellVol": 3_80_483,
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},
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"KOTAKBANK": {
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"prevClose": 1_751.65,
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"ltp": 1_743.55,
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"totVol": 4_49_104,
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"buyVol": 2_47_489,
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"sellVol": 2_01_615,
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}
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}
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# *****************************************************************************************************************
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# ***** ****
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# *** VARIABLES ***
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# ***** ****
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# *****************************************************************************************************************
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# --- Nothing Yet
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# *****************************************************************************************************************
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# ***** ****
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# *** FUNCTIONS ***
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# ***** ****
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# *****************************************************************************************************************
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@sio.event
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async def connect(sid, environ):
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print(f"Client {sid} connected")
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async with httpx.AsyncClient() as client:
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try: await client.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
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}
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)
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except: pass
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.event
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async def disconnect(sid):
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print(f"Client {sid} disconnected")
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async with httpx.AsyncClient() as client:
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try: await client.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
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}
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)
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except: pass
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def round_tick(price):
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return round(price * 20) / 20
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# ---------------------------------------------------------------------------------------------------------------------
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def simulate_one_stock(symbol, price):
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global SYMBOL_TO_PRICE_MAP
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# Simulate a change in the price:
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pos_bias = [1] * 10
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no_bias = [0] * 1
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neg_bias = [-1] * 10
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bias = random.choice(pos_bias + no_bias + neg_bias)
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change_factor = random.random() / 100.0
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change = price * change_factor * bias
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ltp = round_tick(price + change)
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# Simulate the volume.
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# Assume a trade qty. worth 1L to 10L rupees:
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traded_amt = random.uniform(1_00_000, 10_00_000)
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ltq = int(traded_amt / price)
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SYMBOL_TO_PRICE_MAP[symbol]["totVol"] += ltq
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if bias >= 0: SYMBOL_TO_PRICE_MAP[symbol]["buyVol"] += ltq
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else: SYMBOL_TO_PRICE_MAP[symbol]["sellVol"] += ltq
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# Create the basic JSON payload:
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stock_json = {
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"symbol": symbol,
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"last_traded_quantity": ltq,
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"average_traded_price": round_tick(price + (bias * price * (random.random() / 100.0))),
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"volume_traded": SYMBOL_TO_PRICE_MAP[symbol]["totVol"],
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"total_buy_quantity": SYMBOL_TO_PRICE_MAP[symbol]["buyVol"],
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"total_sell_quantity": SYMBOL_TO_PRICE_MAP[symbol]["sellVol"],
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"ohlc": {
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"open": round_tick(price + (price * 0.005)),
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"high": round_tick(price + (price * 0.015)),
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"low": round_tick(price - (price * 0.015)),
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"close": ltp
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},
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"change": ((ltp - SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) / SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) * 100,
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"last_trade_time": (datetime.datetime.now() - datetime.timedelta(seconds = random.uniform(0.0, 2.5))).strftime("%Y-%m-%d %H:%M:%S"),
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"oi": 0,
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"oi_day_high": 0,
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"oi_day_low": 0,
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"exchange_timestamp": datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
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"depth": {
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"buy": [
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp - 0.05, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp - 0.10, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp - 0.15, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp - 0.20, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp - 0.25, 2),
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"orders": random.randint(0, 10)
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}
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],
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"sell": [
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp + 0.05, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp + 0.10, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp + 0.15, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp + 0.20, 2),
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"orders": random.randint(0, 10)
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},
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{
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"quantity": random.randint(0, 100),
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"price": round(ltp + 0.25, 2),
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"orders": random.randint(0, 10)
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}
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]
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}
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}
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# Done here:
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return stock_json
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# ---------------------------------------------------------------------------------------------------------------------
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def simulate_ticks_once():
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# Pick a no. of stocks to simulate:
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count = random.randint(1, len(SYMBOL_TO_PRICE_MAP))
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symbols = random.sample(list(SYMBOL_TO_PRICE_MAP.keys()), count)
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# Create the tick JSON:
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tick_json = [
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simulate_one_stock(
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symbol = symbol,
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price = SYMBOL_TO_PRICE_MAP[symbol]["ltp"]
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) for symbol in symbols
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]
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# Done here:
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return tick_json
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# ---------------------------------------------------------------------------------------------------------------------
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async def broadcast_random_data():
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while True:
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await sio.emit("ticks", simulate_ticks_once())
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await asyncio.sleep(random.uniform(0.15, 1.0))
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# *****************************************************************************************************************
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# ***** ****
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# *** MAIN PROGRAM ***
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# ***** ****
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# *****************************************************************************************************************
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if __name__ == "__main__":
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async def server():
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# Start broadcasting random data in the background
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asyncio.create_task(broadcast_random_data())
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# Run the web server
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runner = web.AppRunner(app)
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await runner.setup()
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site = web.TCPSite(runner, "0.0.0.0", 5214)
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print("Server running on http://0.0.0.0:5000")
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await site.start()
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# Keep the server running
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while True:
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await asyncio.sleep(3600)
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asyncio.run(server())
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